PortfoliosLab logoPortfoliosLab logo
AVWC.DE vs. AVLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVWC.DE vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AVWC.DE is traded in EUR, while AVLV is traded in USD. To make them comparable, the AVLV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVWC.DE achieves a 14.36% return, which is significantly lower than AVLV's 22.34% return.


AVWC.DE

1D
0.15%
1M
4.37%
YTD
14.36%
6M
15.26%
1Y
28.75%
3Y*
5Y*
10Y*

AVLV

1D
0.12%
1M
5.29%
YTD
22.34%
6M
22.56%
1Y
37.44%
3Y*
20.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVWC.DE vs. AVLV - Yearly Performance Comparison


2026 (YTD)20252024
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
14.36%9.08%6.46%
AVLV
Avantis U.S. Large Cap Value ETF
22.34%1.46%9.17%

Correlation

The correlation between AVWC.DE and AVLV is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.55

The correlation between AVWC.DE and AVLV has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AVWC.DE vs. AVLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVWC.DE
AVWC.DE Risk / Return Rank: 8585
Overall Rank
AVWC.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AVWC.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVWC.DE Omega Ratio Rank: 8383
Omega Ratio Rank
AVWC.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVWC.DE Martin Ratio Rank: 8989
Martin Ratio Rank

AVLV
AVLV Risk / Return Rank: 9292
Overall Rank
AVLV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 9292
Sortino Ratio Rank
AVLV Omega Ratio Rank: 9191
Omega Ratio Rank
AVLV Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVLV Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVWC.DE vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) and Avantis U.S. Large Cap Value ETF (AVLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AVWC.DEAVLVDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.49

1.53

-0.04

Calmar ratioReturn relative to maximum drawdown

5.22

9.93

-4.72

Martin ratioReturn relative to average drawdown

19.94

30.32

-10.38

AVWC.DE vs. AVLV - Sharpe Ratio Comparison

The current AVWC.DE Sharpe Ratio is 2.58, which is comparable to the AVLV Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of AVWC.DE and AVLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AVWC.DEAVLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.99

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.88

+0.36

Drawdowns

AVWC.DE vs. AVLV - Drawdown Comparison

The maximum AVWC.DE drawdown since its inception was -21.65%, smaller than the maximum AVLV drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for AVWC.DE and AVLV.


Loading charts...

Drawdown Indicators


AVWC.DEAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-23.74%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-3.79%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.33%

-4.50%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.24%

+0.20%

Volatility

AVWC.DE vs. AVLV - Volatility Comparison

Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a higher volatility of 2.89% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 2.49%. This indicates that AVWC.DE's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVWC.DEAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

2.49%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

8.87%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

12.61%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

17.29%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

17.29%

-2.38%

AVWC.DE vs. AVLV - Expense Ratio Comparison

AVWC.DE has a 0.22% expense ratio, which is higher than AVLV's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVWC.DE vs. AVLV - Dividend Comparison

AVWC.DE has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
1.06%1.33%1.58%1.85%2.00%0.29%
AVWC.DE
Avantis Global Equity UCITS ETF USD Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVWC.DE and AVLV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVLV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVLV is cheaper with a 0.15% expense ratio, compared with 0.22% for AVWC.DE.

AVWC.DE is categorized as Global Equities, while AVLV is Large Cap Value Equities. Their fees differ too: 0.22% for AVWC.DE and 0.15% for AVLV.

Portfolio Optimizer

Find the right allocation for AVWC.DE and AVLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer